DailyFX Forum - FIX API Support

Simulate partiall or later order fills

Serg Gulko — Fri, 20 Nov 2009 06:41:53 GMT

Hello!

Is there any strategies how to simulate partial fills for market orders or later fills?

Serg Gulko

Fix API and demo accounts

jeffreykr — Thu, 19 Nov 2009 21:37:27 GMT

hello. i have a demo account. i had been using order2go. i would like to try to trade a fix connection on this demo account. is this allowed on fxcm?

just want to check before i start to code it. (btw when i searched on fix and demo it dropped one of the terms as not specific enough. so, apologies in advance if this question has been covered elsewhere).

thank you.

Timed out waiting for logon response

bvenkat — Fri, 30 Oct 2009 18:27:13 GMT

Hello,
I get the following errors when running the FIXTradingTester program:

$ java -classpath .:quickfixj-all-1.4.0.jar:mina-core-1.1.0.jar:slf4j-api-1.5.3.jar:slf4j-jdk14-1.5.3.jar FIXTradingTester eg.cfg
<20091030-18:24:52, FIX.4.4:01064006_client1->FXCM/U100D1, event> (Session FIX.4.4:01064006_client1->FXCM/U100D1 schedule is weekly, SUN 00:00:00 UTC - SAT 00:00:00 UTC (weekly, SUN 00:00:00 UTC - SAT 00:00:00 UTC))
<20091030-18:24:52, FIX.4.4:01064006_client1->FXCM/U100D1, event> (Created session: FIX.4.4:01064006_client1->FXCM/U100D1)
Oct 30, 2009 10:24:52 PM quickfix.mina.NetworkingOptions logOption
INFO: Socket option: SocketTcpNoDelay=true
Oct 30, 2009 10:24:52 PM quickfix.mina.NetworkingOptions logOption
INFO: Socket option: SocketSynchronousWrites=false
Oct 30, 2009 10:24:52 PM quickfix.mina.NetworkingOptions logOption
INFO: Socket option: SocketSynchronousWriteTimeout=30000
Oct 30, 2009 10:24:52 PM quickfix.mina.initiator.InitiatorIoHandler sessionCreated
INFO: MINA session created: /192.168.2.2:58110
admin msg to >>> 8=FIX.4.49=9535=A34=149=01064006_client150=52=2009 1030-18:24:53.90456=FXCM57=U100D198=0108=30141=Y10=170
<20091030-18:24:53, FIX.4.4:01064006_client1->FXCM/U100D1, outgoing> (8=FIX.4.49=9535=A34=149=01064006_client150=52=200 91030-18:24:53.90456=FXCM57=U100D198=0108=30141=Y10=170)
<20091030-18:24:53, FIX.4.4:01064006_client1->FXCM/U100D1, event> (Initiated logon request)
<20091030-18:25:04, FIX.4.4:01064006_client1->FXCM/U100D1, event> (Timed out waiting for logon response)
<20091030-18:25:04, FIX.4.4:01064006_client1->FXCM/U100D1, event> (Disconnecting)
got logout FIX.4.4:01064006_client1->FXCM/U100D1

StartSession = null
StopSession = Fri Oct 30 22:25:04 GST 2009

How can I troubleshoot the problem?

Regards,
Venkat

Need Delphi Code

ghamm — Fri, 18 Sep 2009 04:04:18 GMT

Looking for some basic Fix code in C or Delphi. Im very very strong in sockets, dont have a clue about FIX.

I simply want to..

1. Place an order at market price (Dont need a price feed)
2. Place a SL or TP
3. Alter the SL or TP
4. Close the position.
5. Get an inventory of current orders.

Thats it!.

Does anyone have any sample code that could get me started? Preferably in Delphi, but C is ok too!

Craig
firebirdwebguy@hotmail.com

FIX Error help?

mzummo — Thu, 20 Aug 2009 20:15:31 GMT

below is the output of the FXCM FIX api example as well as the quickfix tradeclient example with the cfg file..... whats the problem here?

Code:

<20090820-20:11:56, FIX.4.4:paradigmdemo_client1->FXCM, event>

  (Created session)



1) Enter Order

2) Cancel Order

3) Replace Order

4) Market data test

5) Quit

Action: <20090820-20:11:56, FIX.4.4:paradigmdemo_client1->FXCM, event>

  (Connecting to fixdemo2.fxcorporate.com on port 80)

<20090820-20:11:56, FIX.4.4:paradigmdemo_client1->FXCM, outgoing>

  (8=FIX.4.4☺9=79☺35=A☺34=7☺49=paradigmdemo_client1☺52=20090820-20:11:56.866☺56=

FXCM☺98=0☺108=30☺10=059☺)

<20090820-20:11:56, FIX.4.4:paradigmdemo_client1->FXCM, event>

  (Initiated logon request)

<20090820-20:11:56, FIX.4.4:paradigmdemo_client1->FXCM, event>

  (Socket Error: Connection reset by peer.)

<20090820-20:11:56, FIX.4.4:paradigmdemo_client1->FXCM, event>

  (Disconnecting)



Logout - FIX.4.4:paradigmdemo_client1->FXCM

<20090820-20:11:57, FIX.4.4:paradigmdemo_client1->FXCM, event>

  (Connecting to fixdemo2.fxcorporate.com on port 80)

<20090820-20:11:57, FIX.4.4:paradigmdemo_client1->FXCM, outgoing>

  (8=FIX.4.4☺9=79☺35=A☺34=8☺49=paradigmdemo_client1☺52=20090820-20:11:57.867☺56=

FXCM☺98=0☺108=30☺10=062☺)

<20090820-20:11:57, FIX.4.4:paradigmdemo_client1->FXCM, event>

  (Initiated logon request)

<20090820-20:11:57, FIX.4.4:paradigmdemo_client1->FXCM, event>

  (Socket Error: Connection reset by peer.)

<20090820-20:11:57, FIX.4.4:paradigmdemo_client1->FXCM, event>

  (Disconnecting)

Example code needed for basic connectivity for FIX

mzummo — Wed, 12 Aug 2009 07:06:45 GMT

Hello,

I am in desperate need of some basic code in either java, c++, or preferably visual basic that will connect and send a test msg to a FIX server. The example code that i have gone through i cannot compile i am missing the correct quickfix libraries. I wouldn't even know where to put the library. Other code seems to request the FXCM-api.jar. To say the least i am confused and a barebones minimum working example along with all the needed files would be very very helpful. Or if someone could msg me on skype and help out.

Thanks,

Matt

How Do I Getting Market Data

Kaboo — Fri, 07 Aug 2009 15:45:10 GMT

I need to get about 300 bars of data (for market x) on the tick, 1, 5, 15, and 60 minute time frames. What message do I use get this type of market data?

Thanks,

Is the connection to FXCM secure?

Kaboo — Thu, 30 Jul 2009 14:36:38 GMT

Is the connection to FXCM secure, if so what types of encryption does FXCM support? SSL over port 443, encrypted FIX messages or something else?

Thanks,
Kaboo

Log in Error

IBPS — Tue, 28 Jul 2009 15:17:49 GMT

Hi,

We tried to connect to your server through FIX API yesterday, but we could not.

The error message would be as below.

'Connection timed out: no further information'

We could log in the production server until last week successfully.

Would you give me your advice on the reason of this issue?

Thank you for your support.

How to Download the FXCM FIX 4.4

Kaboo — Tue, 28 Jul 2009 14:07:48 GMT

Hello,

I have a live +25K account and I now have access to the JAVA API but I don't see how to download or enter a request for the FXCM FIX API.

Where do I download (or request access to) the FMCM FIX 4.4 API?

Thanks,
Kaboo

Is it possible use OrderMassStatusRequest to restore Market orders?

Serg Gulko — Fri, 17 Jul 2009 11:47:31 GMT

Hello!

Is it possible restore all market orders using OrderMassStatusRequest on FXCM?
Currently we are using RequestForPositions to get all open positions and get all necessary information from PositonReport. S/L and T/P we retrieves using OrderMassStatusRequest
But I just wondering, can we use only one message for Market, Stop and Limit orders?

Thanks,
Serg Gulko

SL / TP -New Order � Single

Trad — Wed, 15 Jul 2009 12:11:18 GMT

Hi,
I am using the FIX protocol in demo.
My goal is to open a position with 3 input parameters:
1. Highest rate that I am willing to buy at OR Lowest rate that I am willing to sell at
2. Stop loss rate
3. Take Profit rate

Is there one FIX message that I could send to achieve that?

Thanks in advance,
Assi

Previous Day Close

sierrachart — Mon, 22 Jun 2009 18:31:39 GMT

Is there any way to get the close of the prior day for a symbol, or anything similar to that?

Getting started with market data

sierrachart — Mon, 25 May 2009 23:05:04 GMT

I have so far been able to establish a connection with the FIX server. My goal is to get market data updates on all of the securities that are available. What requests will I have to make to achieve this?

rejected message about order

javaeye — Fri, 22 May 2009 06:15:47 GMT

hello,
I send a limit order to fxcm server,but i got a rejected message.
The order information is [8=FIX.4.4 9=207 35=D 34=13 50= 52=20090521-09:38:08.781 56=FXCM 57=MINIDEMO 1=00405913 11=I124289868876524 38=100000 40=2 44=1.56175 54=2 55=GBP/USD 59=1 60=20090521-09:38:08.781 526=FxcmFix entry limit 10=173].

Then the rejected message is [8=FIX.4.4 9=531 35=8 34=2230 49=FXCM 50=MINIDEMO 52=20090521-09:38:08 1=00405913 6=1.56175 11=I124289868876524 14=0 15=GBP 17=0 31=0 32=0 37=NONE 38=100000 39=8 40=2 44=1.56175 54=7 55=GBP/USD 58=19915;DAS 19915: ZDas Exception ORA-20105: Order price did not pass validation 59=1 60=20090521-09:38:08 99=0 150=8 151=0 336=FXCM 526=FxcmFix entry limit 625=MINIDEMO 9000=3 9025=0 9029=19915;DAS 19915: ZDas Exception ORA-20105: Order price did not pass validation 9051=R 453=1 448=FXCM ID 447=D 452=3 802=1 523=405913 803=10 10=047].

In fact,i send orders with OrdType=Limit and TimeInForce=GTC,sometimes the order succeeding,sometimes be rejected.So,how am i set these order price.
Could you give me some idea ? Thank you.